You did not specify your operating system, and the answer is OS-specific. If you are using MiKTeX on Windows, there is a package installer in the MiKTeX folder of the Start menu -- use that to download and install the package.
If you are using Linux, your LaTeX distribution may have a package manager of its own. (Recent versions of TexLive do.) Again, you can use that (run it in a terminal) to download and install packages. Failing that, open a terminal and run 'kpsewhich -show-path tex' to get a list of directories LaTeX will search for class (.cls) and style (,sty) files, and 'kpsewhich -show-path doc' for directories where it will look for package documentation. Look for directories under /home/<your login> and park your files in appropriately named folders there (using the package readme as guidance). Paul
